Hi,
It's not really a problem. It just means that you have orders set to an order status that isn't listed in the menu System>Order statuses.
So if you have some things that rely on the status of the order to do something, then it won't wokr for these orders.
For example, in the menu System>Order statuses, you have a column "Statistics" where you can enable the order statuses taken into account for the statistics of the dashboard. Since these orders have an order status not enabled there, they won't be taken into account for the statistics.
If you want you can either:
- recreate these order statuses in the menu System>Order statuses so that they can be used.
- modify the order_status column of these orders with a mass action via the menu System>Mass actions so that these orders use another order status that you already have.